Introduction to Econometrics, Global Edition

Auteur

James Harold Stock is an American economist, professor of economics, and vice provost for climate and sustainability at Havard University.

Mark W. Watson is the Howard Harrison and Gabrielle Snyder Beck Professor of Economics and Public Affairs at Princeton University.

Texte du rabat

For courses in introductory econometrics.

Engaging applications bring the theory and practice of modern econometrics to life

Ensure students grasp the relevance of econometrics with Introduction to Econometrics -- the text that connects modern theory and practice with motivating, engaging applications. The 4th Edition, Global Edition, maintains a focus on currency, while building on the philosophy that applications should drive the theory, not the other way around. The text incorporates real-world questions and data, and methods that are immediately relevant to the applications. With very large data sets increasingly being used in economics and related fields, a new chapter dedicated to Big Data helps students learn about this growing and exciting area. This coverage and approach make the subject come alive for students and helps them to become sophisticated consumers of econometrics.

Pearson MyLab™ Economics is not included. Students, if Pearson MyLab Economics is a recommended/mandatory component of the course, please ask your instructor for the correct ISBN. Pearson MyLab Economics should only be purchased when required by an instructor. Instructors, contact your Pearson representative for more information.

Reach every student by pairing this text with Pearson MyLab Economics

MyLab™ is the teaching and learning platform that empowers you to reach every student. By combining trusted author content with digital tools and a flexible platform, MyLab personalizes the learning experience and improves results for each student. The 4th Edition features expanded exercise sets in Pearson MyLab Economics, offering more flexibility to instructors as they build assignments.

Résumé

Learn more about modern Econometrics with this comprehensive introduction to the field, featuring engaging applications and bringing contemporary theories to life.

Introduction to Econometrics, 4th Edition, Global Edition by Stock and Watson is the ultimate introductory guide that connects modern theory with motivating, engaging applications.

The text ensures you get a solid grasp of this challenging subject's theoretical background, building on the philosophy that applications should drive the theory, not the other way around. The latest edition maintains the focus on currency, focusing on empirical analysis and incorporating real-world questions and data by using results directly relevant to the applications.

The text contextualises the study of Econometrics with a comprehensive introduction and review of economics, data, and statistics before proceeding to an extensive regression analysis studying the different variables and regression parameters. With a large data set increasingly used in Economics and related fields, a new chapter dedicated to Big Data will help you learn more about this growing and exciting area.

Sharing a variety of resources and tools to help your understanding and critical thinking of the topics introduced, such as General Interest boxes, or end-of-chapter, and empirical exercises and summaries, this industry-leading text will help you acquire a sophisticated knowledge of this fascinating subject.

Reach every student by pairing this text with Pearson MyLab® Economics

MyLab is the teaching and learning platform that empowers you to reach every student. By combining trusted author content with digital tools and a flexible platform, MyLab® personalises the learning experience and improves results for each student.

If you would like to purchase both the physical text and MyLab Economics search for:

9781292264561 Introduction to Econometrics, 4th Edition, Global Edition with MyLab Economics

Package consists of:

• 9781292264455 Introduction to Econometrics, 4th Edition, Global Edition
• 9781292264516 Introduction to Econometrics, 4th Edition, Global Edition MyLab Economics
• 9780136879787 Introduction to Econometrics, 4th Edition, Global Edition Pearson eText Pearson MyLab® Economics is not included. Students, if Pearson MyLab Economics is a recommended/mandatory component of the course, please ask your instructor for the correct ISBN. Pearson MyLab® Economics should only be purchased when required by an instructor. Instructors, contact your Pearson representative for more information.

Contenu

PART I: INTRODUCTION AND REVIEW

1. Economic Questions and Data
2. Review of Probability
3. Review of Statistics

PART II: FUNDAMENTALS OF REGRESSION ANALYSIS

1. Linear Regression with One Regressor
2. Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals
3. Linear Regression with Multiple Regressors
4. Hypothesis Tests and Confidence Intervals in Multiple Regression
5. Nonlinear Regression Functions
6. Assessing Studies Based on Multiple Regression

PART III: FURTHER TOPICS IN REGRESSION ANALYSIS

1. Regression with Panel Data
2. Regression with a Binary Dependent Variable
3. Instrumental Variables Regression
4. Experiments and Quasi-Experiments
5. Prediction with Many Regressors and Big Data

PART IV: REGRESSION ANALYSIS OF ECONOMIC TIME SERIES DATA

1. Introduction to Time Series Regression and Forecasting
2. Estimation of Dynamic Causal Effects
3. Additional Topics in Time Series Regression

PART V: THE ECONOMIC THEORY OF REGRESSION ANALYSIS

1. The Theory of Linear Regression with One Regressor
2. The Theory of Multiple Regression